Active firm

Each scenario has fully independent state.

Explore mode

Active preset — parameters

Editing the NeuroCertify preset live. Each firm has its own fully independent state — moving any slider here never touches the other preset. Use the Reset button on the Active-firm bar above to return any single firm to paper-canonical defaults; Save persists the current scenario locally.

Active firmNeuroCertify

Free cash flow projection (USD)

Five years. Negative values for cash burn.

Layer exposure

Each row tells one complete story. The chip on the left is what paper Figure 1 says about the LAYER (velocity v, colour key: 🟢 strongly / 🟠 weakly / 🔴 anti-commoditizing) — this is a paper constant, not a firm input. The slider is your firm's allocation w to that layer. The line below the slider closes the loop: it multiplies w by α (paper Figure A.2, the Layered-DCF risk coefficient) to produce that layer's contribution to the firm-specific risk premium, in percentage points. The Layer-risk contribution chart further down is the sum of these per-row contributions. L7 (Cross-border knowledge regime) is intentionally absent — Figure 1 excludes it as a modulator hypothesis; adjust via K₇ in the macro card. Current L1-L6 total: 95%.

w = 5%
α = +0.02w · α = +0.10 pp
w = 5%
α = +0.01w · α = +0.05 pp
w = 5%
α = +0.04w · α = +0.20 pp
w = 20%
α = +0.08w · α = +1.60 pp
w = 20%
α = -0.04w · α = -0.80 pp
w = 40%
α = -0.06w · α = -2.40 pp
Sum of L1-L6 contributions:-1.25 pp

Layer-risk contribution (Figure A.2)

Per-layer contribution to the firm-specific risk premium = exposure × α_L. Positive bars push the discount rate up (commoditizing); negative bars pull it down (protective). Total is the algebraic sum.

L1 — Infrastructure
+0.10 pp
L2 — Foundation models
+0.05 pp
L3 — Capability access
+0.20 pp
L4 — Codified work
+1.60 pp
L5 — Hypothesis / judgment
-0.80 pp
L6 — Institutional
-2.40 pp
Total premium contribution-1.25 pp

TRL trajectory (per year)

Technology Readiness Level 1-9 over the projection period.

4
5
6
7
7

Key macroeconomic + commoditization params

0.70
50%
0.95
3.0%
0.05
6.4%

Phase parameters (Appendix B)

Phase-conditional beta + capital structure. The Phase-2 jump captures the second-valley dynamic.

0.85
1.10
0.99